State Space Models

Christiaan Heij (), André C.M. Ran () and Frederik van Schagen ()
Additional contact information
Christiaan Heij: Erasmus University Rotterdam, Department of Econometrics
André C.M. Ran: Vrije Universiteit, Department of Mathematics
Frederik van Schagen: Vrije Universiteit, Department of Mathematics

Chapter 3 in Introduction to Mathematical Systems Theory, 2021, pp 27-48 from Springer

Abstract: Abstract This chapter discusses structure theory of state space systems. The central concepts are observability (the possibility to reconstruct the state from inputs and outputs) and controllability (the possibility to influence the state by manipulating the inputs). Minimal realizations are observable and controllable, and the converse is also true. We characterize all non-minimal realizations, and give an algorithm to compute the matrices in a minimal realization from the impulse response of the system.

Date: 2021
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-030-59654-5_3

Ordering information: This item can be ordered from
http://www.springer.com/9783030596545

DOI: 10.1007/978-3-030-59654-5_3

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().